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Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds
16 references·4 citing·42 second hopsampled
Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds (2019)Secondary Market Liquidity and Primary Ma…Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2019)Providing liquidity in an ill…Dealer Networks (2018)Dealer NetworksThe value of trading relations in turbulent times (2017)The value of trading relation…Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations (2017)Bid-Ask Spreads, Trading Netw…The Illiquidity of Corporate Bonds (2011)The Illiquidity of Corporate …Corporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…The Response of Corporate Financing and Investment to Changes in the Supply of Credit (2010)The Response of Corporate Fin…Volume, liquidity, and liquidity risk☆ (2007)Volume, liquidity, and liquid…Underpricing in the Corporate Bond Market (2007)Underpricing in the Corporate…Corporate Yield Spreads and Bond Liquidity (2007)Corporate Yield Spreads and B…Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2006)Transparency and Liquidity: A…IPO Underpricing and After-Market Liquidity (2006)IPO Underpricing and After-Ma…Investment Bank Reputation and the Price and Quality of Underwriting Services (2005)Investment Bank Reputation an…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Raising Bond Capital in Segmented Markets (2025)Raising Bond Capital in Segme…The Price of Safety: The Evolution of Municipal Bond Insurance Value (2023)The Price of Safety: The Evol…Secondary Market Transparency and Corporate Bond Issuing Costs (2021)Secondary Market Transparency…Credit Default Swaps and Corporate Bond Trading (2019)Credit Default Swaps and Corp…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Role of Market Forces in Assuring Contractual Performance (1981)Limited-dependent and qualitative variables in econometrics (1983)Do Bank Relationships Affect the Firm's Underwriter Choice in the Corporate‐Bond Underwriting Market? (2005)Self-Selection Models in Corporate Finance (2005)The Market Reaction to Green Bond Issuance: Evidence from China (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Liquidity Risk and Expected Stock Returns (2003)How Does Liquidity Affect Government Bond Yields? (2009)Earnings Quality and International IPO Underpricing (2010)Socioemotional wealth and IPO underpricing of family firms (2014)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Investor flows and fragility in corporate bond funds (2017)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Do Shareholders Benefit from Green Bonds? (2018)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Corporate financing and investment decisions when firms have information that investors do not have (1984)Credit supply and corporate innovation (2013)Carbon Tail Risk (2018)Fostering green development with green finance: An empirical study on the environmental effect of green credit policy in China (2021)Continuous Auctions and Insider Trading (1985)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Where's the Greenium? (2019)Climate Change News Risk and Corporate Bond Returns (2020)Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes (1994)Corporate Bond Market Transaction Costs and Transparency (2007)Liquidity Biases in TRACE (2009)The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)Capital Commitment and Illiquidity in Corporate Bonds (2018)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
  • 2011The Illiquidity of Corporate Bonds989 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2010The Response of Corporate Financing and Investment to Changes in the Supply of Credit624 cited
  • 2005Investment Bank Reputation and the Price and Quality of Underwriting Services551 cited
  • 2006Transparency and Liquidity: A Controlled Experiment on Corporate Bonds472 cited
  • 2006IPO Underpricing and After-Market Liquidity370 cited
  • 2017The value of trading relations in turbulent times263 cited
  • 2018Dealer Networks209 cited
  • 2007Underpricing in the Corporate Bond Market177 cited
  • 2017Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations159 cited
  • 2019Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds154 cited
  • 2007

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Volume, liquidity, and liquidity risk☆
150 cited

Cited by

  • 2021Secondary Market Transparency and Corporate Bond Issuing Costs40 cited
  • 2023The Price of Safety: The Evolution of Municipal Bond Insurance Value35 cited
  • 2019Credit Default Swaps and Corporate Bond Trading33 cited
  • 2025Raising Bond Capital in Segmented Markets27 cited